+796.4%
HUT vs SPYG
+98.4%
+698.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.6% |
| 7D | +18.9% | +0.3% | +18.6% | +18.1% |
| 30D | +12.0% | -1.7% | +13.7% | +16.9% |
| 3M | -14.9% | +3.6% | -18.5% | -22.1% |
| 6M | +96.8% | +16.6% | +80.2% | +40.7% |
| YTD | +108.8% | +13.4% | +95.4% | +63.1% |
| 1Y | +227.4% | +19.6% | +207.8% | +137.4% |
| All | +796.4% | +98.4% | +698.0% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling